If I right-click on that folder and run Everything, it opens with ["C:\Users\Millard\AppData\Roaming\" ] in the search box and an empty result list instead of the items in that folder.

If I select Search/Advanced Search... and type C:\Users\Millard\AppData\Roaming\ in the "Located in:" box and click OK, Everything returns with [C:\Users\Millard\AppData\Roaming\ ] (no double-quotes) in the search box and an empty result list instead of the items in that folder.

I can't find any setting that changes this. At the moment, all my %appdata% files and folders are non-existent as far as Everything is concerned.